1. A network analysis of the volatility of high dimensional financial series. Issue 3 (17th September 2016) Authors: Barigozzi, Matteo; Hallin, Marc Journal: Journal of the Royal Statistical Society Issue: Volume 66:Issue 3(2017:May) Page Start: 581 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A Network Analysis of the Volatility of High Dimensional Financial Series. Issue 3 (17th September 2016) Authors: Barigozzi, Matteo; Hallin, Marc Journal: Journal of the Royal Statistical Society Issue: Volume 66:Issue 3(2017:May) Page Start: 581 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?1. (23rd June 2013) Authors: Barigozzi, Matteo; Conti, Antonio M.; Luciani, Matteo Journal: Oxford bulletin of economics and statistics Issue: Volume 76:Number 5(2014:Oct.) Page Start: 693 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Generalized dynamic factor models and volatilities: recovering the market volatility shocks. Issue 1 (3rd November 2015) Authors: Barigozzi, Matteo; Hallin, Marc Journal: Econometrics journal Issue: Volume 19:Issue 1(2016) Page Start: C33 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models. (1st March 2018) Authors: Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano Journal: Journal of financial econometrics Issue: Volume 17:Number 3(2019:Summer) Page Start: 462 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Identifying the Independent Sources of Consumption Variation. (16th February 2015) Authors: Barigozzi, Matteo; Moneta, Alessio Journal: Journal of applied econometrics Issue: Volume 31:Number 2(2016) Page Start: 420 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Intellectual property rights, imitation, and development. The effect on cross-border mergers and acquisitions. Issue 2 (17th February 2019) Authors: Campi, Mercedes; Dueñas, Marco; Barigozzi, Matteo; Fagiolo, Giorgio Journal: Journal of international trade & economic development Issue: Volume 28:Issue 2(2019) Page Start: 230 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. NETS: Network estimation for time series. (11th January 2019) Authors: Barigozzi, Matteo; Brownlees, Christian Journal: Journal of applied econometrics Issue: Volume 34:Number 3(2019) Page Start: 347 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy1. (18th May 2018) Authors: Barigozzi, Matteo; Conti, Antonio M. Journal: Oxford bulletin of economics and statistics Issue: Volume 80:Number 4(2018) Page Start: 755 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Testing for Common Trends in Nonstationary Large Datasets. Issue 3 (16th June 2022) Authors: Barigozzi, Matteo; Trapani, Lorenzo Journal: Journal of business & economic statistics Issue: Volume 40:Issue 3(2022) Page Start: 1107 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗